Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47872.12 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46477.22 Kr¶

PnL: ---------------------------------------> -411.35 Kr¶

DD now: ---------------------------------> -1.558 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:07:31.188785'

Anic Portfolio¶

Today¶

Return: 0.336 %¶

This Week¶

Return: 0.713 %¶

Total¶

Return: 56.721 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.100000 2838.500000 202.500000 7.680000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.180000 433.200000 78.200000 22.030000 355.000000
Corem Property Group B 59 -1.690000 651.360000 74.360000 12.890000 576.999999
Boozt 12 0.140000 1708.800000 54.800000 3.310000 1653.999996
SAAB B 8 1.080000 3431.200000 54.200000 1.600000 3377.000000
HMS Networks 2 0.000000 719.600000 46.600000 6.920000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.440000 548.600000 21.600000 4.100000 527.000000
Coor Service Management Hold. 8 0.370000 548.800000 16.800000 3.160000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.830000 257.520000 11.520000 4.680000 246.000000
Norva24 Group 16 1.770000 551.680000 8.680000 1.600000 543.000000
AcadeMedia 12 0.640000 564.240000 7.240000 1.300000 557.000004
Resurs Holding 22 0.000000 578.600000 4.600000 0.800000 573.999998
Swedbank A 3 1.660000 568.350000 4.350000 0.770000 564.000000
Karnov Group 9 -1.810000 538.200000 2.200000 0.410000 536.000004
Handelsbanken A 5 0.370000 546.000000 0.000000 0.000000 546.000000
Creaspac SPAC 6 -0.310000 576.600000 -0.400000 -0.070000 577.000002
Securitas B 6 -0.040000 569.160000 -0.840000 -0.150000 570.000000
Essity B 2 -1.310000 572.400000 -1.600000 -0.280000 574.000000
Nordea Bank Abp 29 0.080000 3452.160000 -1.840000 -0.050000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.570000 525.850000 -8.150000 -1.530000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
International Petroleum Corp. 5 2.390000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.190000 3773.000000 -77.000000 -2.000000 3850.000000
OX2 18 1.490000 1536.300000 -127.700000 -7.670000 1663.999992
Axfood 13 0.220000 3595.800000 -160.200000 -4.270000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46530.580000 -357.990000 -1.44851% 46888.564618

Updated:¶

'2023-01-18 13:07:12.889907'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶